No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications
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| Description | scientific article published in March 2007 |
| Author/s |
author: Torben M. Andersen Tim Bollerslev |
| Publication date | March 2007 |
| Language | English |
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| Access work |
https://www.nber.org/system/files/working_papers/w12963/w12963.pdf |
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| Missing/wrong data? | Edit Wikidata item |